As an academic example to test the performance of alg:CSGBacktracking and alg:SICSG, we consider a Rosenbrock function [1]} with multiplicative noise. Our optimization problem reads as follows:
\(\min _{u\in [-3,3]^2}\: \int _\mathbb {R}(1+x)\left( (1-u_1)^2+100\big (u_2-u_1^2\big )^2\right)\mu (\mathrm {d}x). \) 
